Anic Equity¶

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Total return since start: 0.663 %¶

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Equity now: -----------------------------> 50809.54 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45250.5 Kr¶

PnL: ---------------------------------------> -327.09 Kr¶

DD now: ---------------------------------> -4.35 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 13:48:03.908331'

Anic Portfolio¶

Today¶

Return: 0.115 %¶

This Week¶

Return: 0.115 %¶

Total portfolio value¶

Return including deposits: 66.337 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.410000 3600.000000 37.500000 1.050000 3562.500000
Hexagon B 26 -0.340000 3441.100000 29.900000 0.880000 3411.200000
Hexatronic Group 15 3.970000 1092.600000 24.900000 2.330000 1067.700000
Vitec Software Group B 2 -0.710000 1118.000000 17.000000 1.540000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Sagax B 4 -0.890000 894.400000 11.200000 1.270000 883.200000
Orrön Energy 170 -2.620000 2051.900000 11.050000 0.540000 2040.850000
Profoto Holding 7 -0.710000 590.800000 8.800000 1.510000 581.999999
Platzer Fastigheter Holding B 12 -0.620000 956.400000 7.200000 0.760000 949.200000
Addnode Group B 7 -1.810000 909.300000 6.300000 0.700000 903.000000
HEXPOL B 8 -0.500000 960.000000 4.800000 0.500000 955.200000
Sandvik 4 -1.160000 848.400000 2.800000 0.330000 845.600000
ASSA ABLOY B 4 -1.190000 993.600000 2.800000 0.280000 990.800000
Latour B 4 -2.720000 856.800000 2.800000 0.330000 854.000000
Alimak Group 12 0.120000 1006.800000 2.400000 0.240000 1004.400000
Atrium Ljungberg B 5 -0.550000 903.500000 2.000000 0.220000 901.500000
JM 7 -1.310000 949.200000 1.400000 0.150000 947.800000
SKF B 5 -1.290000 978.750000 0.750000 0.080000 978.000000
Hennes & Mauritz B 6 -1.120000 909.960000 0.000000 0.000000 909.960000
Byggmax Group 33 -1.680000 963.600000 -1.320000 -0.140000 964.920000
AcadeMedia 20 -1.060000 974.000000 -1.600000 -0.160000 975.600000
Biotage 1 -7.790000 145.500000 -2.000000 -1.360000 147.500000
Catena 2 -0.150000 800.800000 -2.800000 -0.350000 803.600000
Eastnine 6 -1.270000 654.000000 -3.000000 -0.460000 657.000000
BioGaia B 8 -2.010000 899.200000 -3.200000 -0.350000 902.400000
Gränges 10 3.620000 1031.000000 -5.000000 -0.480000 1036.000000
Vitrolife 3 -1.760000 670.800000 -6.200000 -0.920000 677.000001
EQT 4 -2.390000 864.400000 -6.400000 -0.730000 870.800000
Hoist Finance 36 0.180000 1000.800000 -7.200000 -0.710000 1008.000000
OX2 12 -4.230000 895.800000 -10.800000 -1.190000 906.600000
BHG Group 109 -6.250000 1406.100000 -13.080000 -0.920000 1419.180000
Investor B 3 -1.510000 644.850000 -13.150000 -2.000000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
VEF 788 -2.400000 1858.100000 -39.400000 -2.080000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -1.310000 2667.240000 -316.340000 -10.600000 2983.577733
TOTAL 45250.500000 -327.090000 -4.35014% 45577.591729

Updated:¶

'2023-06-19 13:48:21.423934'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶